| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85375.2505 | 105245.327 | -19870.0766 | 24513.6889 | 40647.1721 | -16133.4831 |
| Total P&L (%) | 85.3753 | 105.2453 | -19.8701 | 24.5137 | 40.6472 | -16.1335 |
| Avg Daily Profit (%) | 0.1479 | 0.1824 | -0.0344 | 0.038 | 0.0591 | -0.0305 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105048 | -73676 | -36654 | -105580 | -79325 | -30802 |
| Profit Factor | 1.36 | 1.6151 | 0.6991 | 1.1089 | 1.2421 | 0.7185 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Profitability (%) | 66.6667 | 67.7419 | 65.625 | 66.6667 | 67.7419 | 65.625 |
| Ratio Avg Win / Avg Loss | 0.68 | 0.7691 | 0.3662 | 0.5544 | 0.5915 | 0.3764 |
| Largest Winning Trade | 31320 | 31320 | 7179 | 31553 | 31553 | 9849 |
| Largest Losing Trade | -39172 | -39172 | -31302 | -39834 | -39834 | -26350 |
| Avg Bars in Trades | 180 | 355 | 9 | 180 | 355 | 9 |
| Avg Bars in Winners | 104 | 203 | 5 | 104 | 203 | 5 |
| Avg Bars in Losers | 331 | 676 | 18 | 331 | 676 | 18 |
| Bars Traded | 11345 | 11035 | 310 | 11345 | 11035 | 310 |
| Profit Streak | 0 | 595.3637 | 0 | 0 | 595.3637 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145993 | 394316 | -578897 | -397702 | -114873 | -578897 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669093200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905027395,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 102,
"offset": 0,
"scalar": 5
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
85375.2504524394,
105245.3270493338,
-19870.0765968944,
24513.68892591,
40647.1720513618,
-16133.4831254519
],
[
85.37525,
105.245327,
-19.870077,
24.513689,
40.647172,
-16.133483
],
[
0.147944,
0.182376,
-0.034432,
0.037999,
0.059123,
-0.030484
],
[
10,
10,
10,
10,
10,
10
],
[
-105048,
-73676,
-36654,
-105580,
-79325,
-30802
],
[
1.360026,
1.61509,
0.699079,
1.108856,
1.242123,
0.718515
],
[
63,
31,
32,
63,
31,
32
],
[
42,
21,
21,
42,
21,
21
],
[
21,
10,
11,
21,
10,
11
],
[
66.666667,
67.741935,
65.625,
66.666667,
67.741935,
65.625
],
[
0.680013,
0.76909,
0.366184,
0.554428,
0.591487,
0.376365
],
[
31320,
31320,
7179,
31553,
31553,
9849
],
[
-39172,
-39172,
-31302,
-39834,
-39834,
-26350
],
[
180,
355,
9,
180,
355,
9
],
[
104,
203,
5,
104,
203,
5
],
[
331,
676,
18,
331,
676,
18
],
[
11345,
11035,
310,
11345,
11035,
310
],
[
0,
595.363743,
0,
0,
595.363743,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145993,
394316,
-578897,
-397702,
-114873,
-578897
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669093200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905027395,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 102,
"offset": 0,
"scalar": 5
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|